Description Usage Arguments Details Value
This function creates the forecast path for the given period as a sequence of 1-step forecasts, given a parameter vector ≤ft( β_{i}, Σ_{i} \right).
1 2 | OneStep(dats_withexo, Zmat, nuyears, nulags, gibbs_mean, gibbs_var, ofore_index,
datindex, Zindex)
|
dats_withexo |
this function accepts a |
Zmat |
a template for the design matrix. |
nuyears |
the number of years to forecast. |
nulags |
the lag length of the VAR(p). |
gibbs_mean |
a vector of estimated parameter means β. |
gibbs_var |
an estimated covariance matrix Σ. |
ofore_index |
a linear index mapping the data columns with the variables to be forecasted. |
datindex |
a linear index mapping the data columns to the model structure. |
Zindex |
a linear index mapping the nonzero entries of the design matrix. |
Do not call this function directly. It is made to be used within
ForecastGibbs()
.
a matrix with the estimated forecasts for each value, of dimension (<number_of_forecasted_years>, <number_of_equations>).
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